| Registro completo |
| Provedor de dados: |
AgEcon
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| País: |
United States
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| Título: |
CONDITIONAL FORECASTING FOR THE U.S. DAIRY PRICE COMPLEX WITH A BAYESIAN VECTOR AUTOREGRESSIVE MODEL
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| Autores: |
Thraen, Cameron S.
Thompson, Stanley R.
Gohout, Wolfgang
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| Data: |
2002-05-15
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| Ano: |
2002
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| Palavras-chave: |
Demand and Price Analysis
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| Resumo: |
A dynamic Bayesian Vector Autoregressive model of the U.S. dairy price complex is estimated based on the Normal-Wishart distribution. The Gibbs sample technique is use with the Normal-Wishart distribution to provide conditional forecasts on the future time-paths of the model variables. The conditional forecasts for key prices are examined. Confidence intervals are calculated for the conditional forecasts.
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| Tipo: |
Conference Paper or Presentation
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| Idioma: |
Inglês
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| Identificador: |
4528
http://purl.umn.edu/19706
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| Editor: |
AgEcon Search
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| Relação: |
American Agricultural Economics Association>2002 Annual meeting, July 28-31, Long Beach, CA
Selected Paper
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| Formato: |
11
application/pdf
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